-26.3%
EW vs ILMN
-51.8%
+25.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.5% |
| 7D | -0.3% | +1.2% | -1.6% | -0.6% |
| 30D | +1.0% | +9.2% | -8.1% | -1.1% |
| 3M | +2.8% | +29.8% | -27.0% | -3.2% |
| 6M | +5.5% | +69.2% | -63.7% | -6.5% |
| YTD | +5.5% | +66.4% | -60.9% | -6.7% |
| 1Y | +11.0% | +123.4% | -112.4% | -9.3% |
| 3Y | +17.7% | +33.2% | -15.5% | +7.0% |
| All | -26.3% | -51.8% | +25.5% | +1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ILMN.
Daily Out/Under-Performance
Portfolio return minus ILMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ILMN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ILMN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling